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grpSLOPE v0.3.0
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@agisga agisga released this 13 Apr 19:56
· 18 commits to master since this release
v0.3.0
867bf3e
  • In addition to the default FISTA solver (function proximalGradientSolverGroupSLOPE used by default within function grpSLOPE), an ADMM solver has been implemented for the Group SLOPE model (function admmSolverGroupSLOPE ).
  • Removes the dependency on the R package SLOPE, because the only two functions from SLOPE that are used in grpSLOPE are being deprecated and removed from SLOPE package versions newer than 0.1.3.
  • Since the dependency on the R package SLOPE has been removed (see above), the two functions SLOPE::SLOPE_solver and SLOPE::prox_sorted_L1 (including the underlying C implementation) have been adapted from SLOPE version 0.1.3 into this version of the grpSLOPE package.
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